Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51721.6 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48522.54 Kr¶

PnL: ---------------------------------------> -565.03 Kr¶

DD now: ---------------------------------> -0.429 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 15:36:36.127022'

Anic Portfolio¶

Today¶

Return: 0.16 %¶

This Week¶

Return: 8.825 %¶

Total¶

Return: 69.323 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 4.160000 810.800000 137.800000 20.480000 673.000000
Nordea Bank Abp 29 1.200000 3573.960000 119.960000 3.470000 3453.999992
SAAB B 8 1.240000 3459.200000 82.200000 2.430000 3377.000000
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.990000 619.200000 55.200000 9.790000 564.000000
Resurs Holding 22 1.150000 618.420000 44.420000 7.740000 573.999998
MedCap 2 -0.650000 460.000000 39.000000 9.260000 421.000000
AcadeMedia 12 0.730000 595.680000 38.680000 6.940000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.190000 392.000000 37.000000 10.420000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.370000 552.200000 25.200000 4.780000 527.000000
OEM International B 7 1.420000 550.200000 22.200000 4.200000 527.999997
Securitas B 6 2.080000 583.920000 13.920000 2.440000 570.000000
Eastnine 4 0.320000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Sampo Oyj SDB 7 0.820000 3853.500000 3.500000 0.090000 3850.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.000000 247.200000 1.200000 0.490000 246.000000
Handelsbanken A 5 0.370000 546.250000 0.250000 0.050000 546.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Corem Property Group B 59 1.880000 574.370000 -2.630000 -0.460000 576.999999
Midsona B 63 0.660000 578.970000 -4.030000 -0.690000 582.999984
Boozt 12 1.030000 1647.600000 -6.400000 -0.390000 1653.999996
CTEK 13 2.180000 510.770000 -23.230000 -4.350000 533.999999
International Petroleum Corp. 5 -0.440000 560.000000 -34.570000 -5.810000 594.565215
Essity B 2 -1.690000 536.200000 -37.800000 -6.590000 574.000000
Vivesto 1368 -0.240000 559.510000 -53.490000 -8.730000 612.999432
Essity A 4 -1.470000 1076.000000 -73.000000 -6.350000 1149.000000
OX2 22 4.600000 1851.300000 -137.700000 -6.920000 1989.000002
Beijer Electronics Group 27 -2.160000 2937.600000 -146.400000 -4.750000 3083.999994
Axfood 15 -3.350000 3898.500000 -401.500000 -9.340000 4300.000005
Ovzon 64 -1.690000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48522.540000 -565.030000 -0.42888% 49087.564636

Updated:¶

'2023-02-01 15:36:49.472438'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶